+118.0%
NOK vs TLN
-17.2%
+135.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.8% | -1.1% | +2.0% |
| 7D | -1.8% | +7.1% | -8.8% | -2.9% |
| 30D | +4.7% | -3.9% | +8.6% | +5.5% |
| 3M | -39.7% | -16.2% | -23.5% | -38.1% |
| 6M | +23.1% | -5.8% | +28.9% | +25.7% |
| YTD | +55.0% | -15.4% | +70.5% | +58.2% |
| 1Y | +118.0% | -16.7% | +134.7% | +114.6% |
| All | +118.0% | -17.2% | +135.2% | +114.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TLN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling